Search Results for author: Fred Daum

Found 2 papers, 0 papers with code

Stability and Convergence of Stochastic Particle Flow Filters

no code implementations11 Aug 2021 Liyi Dai, Fred Daum

In this paper, we examine dynamic properties of particle flows for a recently derived parameterized family of stochastic particle flow filters for nonlinear filtering and Bayesian inference.

Bayesian Inference

A New Parameterized Family of Stochastic Particle Flow Filters

no code implementations17 Mar 2021 Liyi Dai, Fred Daum

We prove that the particle flows are unbiased under the assumption of linear measurement and Gaussian distributions, and that estimates constructed from the stochastic flows are consistent.

Bayesian Inference

Cannot find the paper you are looking for? You can Submit a new open access paper.